Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.689 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51601.22 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48402.16 Kr¶

PnL: ---------------------------------------> -685.41 Kr¶

DD now: ---------------------------------> -0.661 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:27:52.821611'

Anic Portfolio¶

Today¶

Return: -0.073 %¶

This Week¶

Return: 8.572 %¶

Total¶

Return: 68.929 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -3.000000 3321.000000 141.000000 4.430000 3180.000006
HMS Networks 2 2.260000 796.000000 123.000000 18.280000 673.000000
HEBA B 70 2.620000 2744.000000 108.000000 4.100000 2636.000010
Nordea Bank Abp 29 0.360000 3544.380000 90.380000 2.620000 3453.999992
SAAB B 8 0.680000 3440.000000 63.000000 1.870000 3377.000000
Swedbank A 3 1.600000 610.800000 46.800000 8.300000 564.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
AcadeMedia 12 1.140000 598.080000 41.080000 7.380000 557.000004
Resurs Holding 22 0.470000 614.240000 40.240000 7.010000 573.999998
Samhällsbyggnadsbo. i Norden B 20 2.740000 390.300000 35.300000 9.940000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Intrum 4 1.560000 547.800000 20.800000 3.950000 527.000000
Eastnine 4 2.080000 511.200000 20.200000 4.110000 491.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.860000 576.960000 6.960000 1.220000 570.000000
Boozt 12 1.770000 1659.600000 5.600000 0.340000 1653.999996
Coor Service Management Hold. 8 0.600000 537.200000 5.200000 0.980000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Corem Property Group B 59 2.720000 579.080000 2.080000 0.360000 576.999999
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Midsona B 63 1.310000 582.750000 -0.250000 -0.040000 582.999984
Handelsbanken A 5 -0.180000 543.250000 -2.750000 -0.500000 546.000000
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.920000 509.470000 -24.530000 -4.590000 533.999999
International Petroleum Corp. 5 0.000000 562.500000 -32.070000 -5.390000 594.565215
Essity B 2 -1.170000 539.000000 -35.000000 -6.100000 574.000000
Vivesto 1368 -0.150000 560.060000 -52.940000 -8.640000 612.999432
Fasadgruppen Group 38 -2.010000 4081.200000 -59.800000 -1.440000 4140.999992
Essity A 4 -0.920000 1082.000000 -67.000000 -5.830000 1149.000000
Beijer Electronics Group 27 0.000000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 3.290000 1828.200000 -160.800000 -8.080000 1989.000002
Axfood 15 -4.050000 3870.000000 -430.000000 -10.000000 4300.000005
Ovzon 64 0.000000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48399.020000 -688.550000 -0.66667% 49087.564636

Updated:¶

'2023-02-01 09:27:13.740877'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶